0000495: IMPLEMENTED: automatic diagonal precondtitioner for linear CG and LSQR solvers - Mantis

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ID

Category

Severity

Reproducibility

Date Submitted

Last Update

0000495

[ALGLIB] Solvers

feature

have not tried

2012-11-16 10:49

2012-11-21 15:22

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

implemented

Platform

Status

resolved

OS

Projection

none

OS Version

ETA

none

Fixed in Version

3.7.0

Product Version

Target Version

3.7.0

Product Build

Summary

0000495: IMPLEMENTED: automatic diagonal precondtitioner for linear CG and LSQR solvers

Description

LinCGSolveSparse() and LinLSQRSolveSparse() now use diagonal of the system matrix as preconditioner, which allows to solve systems with badly scaled variables without explicit preconditioning. This preconditioner is active by default.

Steps To Reproduce

Additional Information

Programming language

Unspecified

Relationships

There are no notes attached to this issue.

Issue History
Date Modified	Username	Field	Change
2012-11-16 10:49	SergeyB	New Issue
2012-11-16 10:49	SergeyB	Programming language	=> Unspecified
2012-11-21 15:22	SergeyB	Target Version	3.8.0 => 3.7.0
2012-11-21 15:22	SergeyB	Summary	LinCG and LinLSQR solvers need automatic precondtitioner => IMPLEMENTED: automatic diagonal precondtitioner for linear CG and LSQR solvers
2012-11-21 15:22	SergeyB	Description Updated
2012-11-21 15:22	SergeyB	Status	new => assigned
2012-11-21 15:22	SergeyB	Assigned To	=> SergeyB
2012-11-21 15:22	SergeyB	Status	assigned => resolved
2012-11-21 15:22	SergeyB	Fixed in Version	=> 3.7.0
2012-11-21 15:22	SergeyB	Resolution	open => implemented

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